NYMEX Light Sweet Crude Oil Future December 2008


Trading Metrics calculated at close of trading on 24-Jul-2008
Day Change Summary
Previous Current
23-Jul-2008 24-Jul-2008 Change Change % Previous Week
Open 129.56 125.88 -3.68 -2.8% 145.61
High 130.07 127.39 -2.68 -2.1% 148.03
Low 125.60 124.90 -0.70 -0.6% 130.26
Close 125.88 126.60 0.72 0.6% 130.75
Range 4.47 2.49 -1.98 -44.3% 17.77
ATR 4.95 4.77 -0.18 -3.5% 0.00
Volume 30,525 41,882 11,357 37.2% 213,885
Daily Pivots for day following 24-Jul-2008
Classic Woodie Camarilla DeMark
R4 133.77 132.67 127.97
R3 131.28 130.18 127.28
R2 128.79 128.79 127.06
R1 127.69 127.69 126.83 128.24
PP 126.30 126.30 126.30 126.57
S1 125.20 125.20 126.37 125.75
S2 123.81 123.81 126.14
S3 121.32 122.71 125.92
S4 118.83 120.22 125.23
Weekly Pivots for week ending 18-Jul-2008
Classic Woodie Camarilla DeMark
R4 189.66 177.97 140.52
R3 171.89 160.20 135.64
R2 154.12 154.12 134.01
R1 142.43 142.43 132.38 139.39
PP 136.35 136.35 136.35 134.83
S1 124.66 124.66 129.12 121.62
S2 118.58 118.58 127.49
S3 100.81 106.89 125.86
S4 83.04 89.12 120.98
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 134.20 124.90 9.30 7.3% 4.11 3.2% 18% False True 38,296
10 148.60 124.90 23.70 18.7% 5.38 4.3% 7% False True 38,789
20 148.60 124.90 23.70 18.7% 4.66 3.7% 7% False True 37,027
40 148.60 122.37 26.23 20.7% 4.79 3.8% 16% False False 37,668
60 148.60 107.00 41.60 32.9% 4.51 3.6% 47% False False 38,000
80 148.60 99.58 49.02 38.7% 4.01 3.2% 55% False False 33,450
100 148.60 95.83 52.77 41.7% 3.85 3.0% 58% False False 32,162
120 148.60 85.60 63.00 49.8% 3.58 2.8% 65% False False 29,947
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.04
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 137.97
2.618 133.91
1.618 131.42
1.000 129.88
0.618 128.93
HIGH 127.39
0.618 126.44
0.500 126.15
0.382 125.85
LOW 124.90
0.618 123.36
1.000 122.41
1.618 120.87
2.618 118.38
4.250 114.32
Fisher Pivots for day following 24-Jul-2008
Pivot 1 day 3 day
R1 126.45 129.53
PP 126.30 128.55
S1 126.15 127.58

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These figures are updated between 7pm and 10pm EST after a trading day.

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